Goldman Sachs: VIX / S&P Correlation Off, New Volatility Range Ahead – ValueWalk Premium
Volatility

Goldman Sachs: VIX / S&P Correlation Off, New Volatility Range Ahead

If volatility is an eye to the markets soul, 2016 has seen odd correlations between the VIX and the underlying price action of the S&P 500. Certain analysts look at VIX / SPX relationship, and overlay it with other indicators, to determine the force of market trends. Such oddity has made such analysis challanging. Goldman Sachs options researcher Krag Gregory, in a January 25 research report, confirms this, noting the “VIX has undershot S . . .

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